MathGroup Archive 2003

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Correlation Coefficient

  • To: mathgroup at smc.vnet.net
  • Subject: [mg43357] Correlation Coefficient
  • From: Ch akpovo <akpovo at cennas.nhmfl.gov>
  • Date: Tue, 26 Aug 2003 07:13:31 -0400 (EDT)
  • Sender: owner-wri-mathgroup at wolfram.com

Hello to all,
I have a huge problem with the computation of the correlation coefficient
and I thought somebody can help me with it. I compute that in many different
ways. I even used the Time-series package to do it. But I still think there
is a better way to do that computation.
What is the best way to compute the correlation coefficient and the related
integral timescale and Taylor Micro timescale from an experimental data.
Thanks


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